+670.1%
TEL vs VMC
+172.9%
+497.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.0% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -4.9% | -9.1% | +4.2% | -0.9% |
| 3M | +0.1% | -4.1% | +4.2% | +1.5% |
| 6M | +0.4% | -5.5% | +5.9% | +2.5% |
| YTD | -8.9% | -8.9% | 0.0% | -5.9% |
| 1Y | -0.3% | -12.9% | +12.6% | +4.9% |
| 3Y | +67.6% | +22.1% | +45.5% | +49.9% |
| 5Y | +50.7% | +52.7% | -2.0% | +21.5% |
| 10Y | +288.6% | +152.7% | +135.9% | +138.0% |
| All | +670.1% | +172.9% | +497.2% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling